+79.3%
SO vs TE
-49.8%
+129.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.2% | -0.7% |
| 7D | 0.0% | +15.0% | -15.0% | +0.1% |
| 30D | -2.5% | -7.5% | +5.0% | -2.5% |
| 3M | -4.2% | -42.0% | +37.8% | -4.3% |
| 6M | -7.7% | -31.4% | +23.8% | -7.7% |
| YTD | +3.8% | -26.5% | +30.3% | +3.7% |
| 1Y | +0.1% | +153.1% | -153.0% | -0.1% |
| 3Y | +44.2% | -20.7% | +64.9% | +45.9% |
| 5Y | +57.9% | -45.4% | +103.3% | +61.4% |
| All | +79.3% | -49.8% | +129.0% | +102.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling